Cross-fitting in Forest Learners Basic Example?
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Description
In the Forest Learners Basic Example notebook, the nuisance estimators are preselected from the full X, T, and Y data before CausalForestDML, etc are fit. How does that interfere with the cross-fitting strategy? As I understand it, the data-adaptive nuisance models deliver consistent confidence intervals in the last stage only when selected via cross-fitting.
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Research direction
Start with the Forest Learners Basic Example notebook and the CausalForestDML setup; inspect how nuisance estimators are selected relative to fitting. Done when the example's cross-fitting behavior and confidence-interval implications are explained or the notebook is updated accordingly.
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Assessment
- Tech stack
- jupyter-notebook
- Domain
- documentation, machine-learning
- Issue type
- Documentation
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100